Dmitri Litvinov, a Swedish-American of Russian origin, left Saint Petersburg for Finland's capital Helsinki on a train departing at 8:25 pm after Russia issued exit visas for 14 of the crew following a pardon by President Vladimir Putin.
Most of the activists who received visas are expected to leave Russia tomorrow, according to a Greenpeace statement.
Russian authorities earlier dropped the criminal case against the last member of the 30-strong team, in a move widely seen as the Kremlin's attempt to improve Russia's image ahead of the Winter Olympic Games in February in its Black Sea city of Sochi.
He was to enter Finnish territory at 8:30 pm, the Greenpeace statement said, and would then take a ferry to Stockholm.
Greenpeace said he had "no regrets" about the Arctic protest.
"I'm leaving Russia with mixed feelings," Litvinov told AFP before his departure.
"On one hand, I feel relieved that everything is over, on the other there is a feeling of injustice because we're considered criminals."
"The case against us has been dropped but things are not over," he added, expressing "concern for the others who live in Russia".
Greenpeace now expects Russian investigators to return the equipment seized during the operation against its activists, as well as the Arctic Sunrise ship, which is still being held in the northwestern city of Murmansk.
Thirteen Greenpeace activists and a British video journalist have been issued transit visas allowing them to leave Russia and go home after their ordeal which began on September 19.
"Fourteen people have been given a visa," Greenpeace spokesman Arin de Hoog told AFP.
Activists showed off their passports stamped with transit visas to journalists outside the migration services offices in Saint Petersburg, Russia's second city, where they have been staying for over a month.